+46.2%
CAG vs STLA
+263.8%
-217.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | -3.8% | +2.6% | -6.4% | -4.0% |
| 30D | +3.1% | -1.2% | +4.4% | +3.2% |
| 3M | +23.5% | -24.8% | +48.2% | +25.6% |
| 6M | -14.8% | -25.6% | +10.7% | -13.5% |
| YTD | -5.4% | -48.9% | +43.5% | -1.7% |
| 1Y | -11.8% | -38.8% | +27.0% | -9.7% |
| 3Y | -36.7% | -64.5% | +27.9% | -33.4% |
| 5Y | -40.3% | -62.4% | +22.2% | -38.1% |
| 10Y | -37.0% | +55.4% | -92.4% | -40.0% |
| All | +46.2% | +263.8% | -217.7% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling